Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1,613.25 |
1,635.00 |
21.75 |
1.3% |
1,612.25 |
High |
1,639.75 |
1,648.25 |
8.50 |
0.5% |
1,639.75 |
Low |
1,600.00 |
1,628.75 |
28.75 |
1.8% |
1,561.25 |
Close |
1,635.50 |
1,634.00 |
-1.50 |
-0.1% |
1,635.50 |
Range |
39.75 |
19.50 |
-20.25 |
-50.9% |
78.50 |
ATR |
32.36 |
31.44 |
-0.92 |
-2.8% |
0.00 |
Volume |
258,288 |
291,155 |
32,867 |
12.7% |
1,488,948 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,695.50 |
1,684.25 |
1,644.75 |
|
R3 |
1,676.00 |
1,664.75 |
1,639.25 |
|
R2 |
1,656.50 |
1,656.50 |
1,637.50 |
|
R1 |
1,645.25 |
1,645.25 |
1,635.75 |
1,641.00 |
PP |
1,637.00 |
1,637.00 |
1,637.00 |
1,635.00 |
S1 |
1,625.75 |
1,625.75 |
1,632.25 |
1,621.50 |
S2 |
1,617.50 |
1,617.50 |
1,630.50 |
|
S3 |
1,598.00 |
1,606.25 |
1,628.75 |
|
S4 |
1,578.50 |
1,586.75 |
1,623.25 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.75 |
1,820.00 |
1,678.75 |
|
R3 |
1,769.25 |
1,741.50 |
1,657.00 |
|
R2 |
1,690.75 |
1,690.75 |
1,650.00 |
|
R1 |
1,663.00 |
1,663.00 |
1,642.75 |
1,677.00 |
PP |
1,612.25 |
1,612.25 |
1,612.25 |
1,619.00 |
S1 |
1,584.50 |
1,584.50 |
1,628.25 |
1,598.50 |
S2 |
1,533.75 |
1,533.75 |
1,621.00 |
|
S3 |
1,455.25 |
1,506.00 |
1,614.00 |
|
S4 |
1,376.75 |
1,427.50 |
1,592.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,648.25 |
1,563.75 |
84.50 |
5.2% |
29.75 |
1.8% |
83% |
True |
False |
295,917 |
10 |
1,648.25 |
1,561.25 |
87.00 |
5.3% |
34.50 |
2.1% |
84% |
True |
False |
288,536 |
20 |
1,648.25 |
1,561.25 |
87.00 |
5.3% |
30.50 |
1.9% |
84% |
True |
False |
286,471 |
40 |
1,648.25 |
1,392.50 |
255.75 |
15.7% |
29.75 |
1.8% |
94% |
True |
False |
279,568 |
60 |
1,648.25 |
1,392.50 |
255.75 |
15.7% |
30.25 |
1.9% |
94% |
True |
False |
241,722 |
80 |
1,648.25 |
1,336.75 |
311.50 |
19.1% |
31.75 |
2.0% |
95% |
True |
False |
181,333 |
100 |
1,648.25 |
1,251.75 |
396.50 |
24.3% |
32.50 |
2.0% |
96% |
True |
False |
145,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,731.00 |
2.618 |
1,699.25 |
1.618 |
1,679.75 |
1.000 |
1,667.75 |
0.618 |
1,660.25 |
HIGH |
1,648.25 |
0.618 |
1,640.75 |
0.500 |
1,638.50 |
0.382 |
1,636.25 |
LOW |
1,628.75 |
0.618 |
1,616.75 |
1.000 |
1,609.25 |
1.618 |
1,597.25 |
2.618 |
1,577.75 |
4.250 |
1,546.00 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1,638.50 |
1,629.25 |
PP |
1,637.00 |
1,624.50 |
S1 |
1,635.50 |
1,619.50 |
|